Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 607863.2975 | 563236.8965 | 44626.4009 | 101073.3173 | 167049.1083 | -65975.7909 |
Total P&L (%) | 607.8633 | 563.2369 | 44.6264 | 101.0733 | 167.0491 | -65.9758 |
Avg Daily Profit (%) | 0.326 | 0.3021 | 0.0239 | 0.0375 | 0.0527 | -0.0578 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155280 | -146226 | -77557 | -584733 | -432256 | -259104 |
Profit Factor | 2.3033 | 2.939 | 1.2537 | 1.0856 | 1.2227 | 0.8469 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 46.1538 | 44.4444 | 47.8261 | 46.1538 | 44.4444 | 47.8261 |
Ratio Avg Win / Avg Loss | 2.6872 | 3.6738 | 1.3676 | 1.2665 | 1.5284 | 0.9239 |
Largest Winning Trade | 611640 | 611640 | 34389 | 568881 | 568881 | 61541 |
Largest Losing Trade | -46163 | -46163 | -37866 | -159995 | -159995 | -105990 |
Avg Bars in Trades | 57 | 97 | 16 | 57 | 97 | 16 |
Avg Bars in Winners | 56 | 93 | 21 | 56 | 93 | 21 |
Avg Bars in Losers | 57 | 101 | 12 | 57 | 101 | 12 |
Bars Traded | 5187 | 4409 | 778 | 5187 | 4409 | 778 |
Profit Streak | 0 | 91.7486 | 0 | 0 | 91.7486 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440898 | 467523 | -163400 | -270490 | -123364 | -581272 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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